Challenging research in various fields has driven a wide range of methodological advances in variable selection for regression models with high-dimensional predictors. In comparison, selection of nonlinear functions in models with additive predictors has been considered only more recently....

A new computational algorithm for estimating the smoothing parameters of a multidimensional penalized spline generalized model with anisotropic penalty is presented. This new proposal is based on the mixed model representation of a multidimensional P-spline, in which the smoothing parameter for...